docs: Show clickable link instead of code-formatting (#23835)

Co-authored-by: P M <10617122+pylipp@users.noreply.github.com>

docs/docs/databases/mysql.mdx

@@ -22,7 +22,7 @@ Host:
 - For Docker running in OSX: `docker.for.mac.host.internal`
   Port: `3306` by default
 
-One problem with `mysqlclient` is that it will fail to connect to newer MySQL databases using `caching_sha2_password` for authentication, since the plugin is not included in the client. In this case, you should use `[mysql-connector-python](https://pypi.org/project/mysql-connector-python/)` instead:
+One problem with `mysqlclient` is that it will fail to connect to newer MySQL databases using `caching_sha2_password` for authentication, since the plugin is not included in the client. In this case, you should use [mysql-connector-python](https://pypi.org/project/mysql-connector-python/) instead:
 
 ```
 mysql+mysqlconnector://{username}:{password}@{host}/{database}